More related to the present paper are the works [1]}, [2]}, [3]}, [4]}, [5]} and [6]}. By and large, these works approach learning in MFGs by analyzing the single-agent problem for a representative agent in the limiting case as \(N \rightarrow \infty \) , and equilibrium is defined using a best-responding condition as well as a consistency condition; see, for instance, [2]}. This notion of equilibrium is inherently symmetric: at equilibrium, all agents use the policy of the representative agent. In contrast, the notion of equilibrium we consider is more along the lines of [2]}, as it allows for different agents to follow different policies.
